-44.7%
IONQ vs WYNN
-32.5%
-12.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -4.4% |
| 7D | -8.9% | +15.4% | -24.3% | -15.8% |
| 30D | -31.3% | +6.8% | -38.0% | -33.5% |
| 3M | -29.2% | -15.4% | -13.8% | -22.1% |
| 6M | -35.4% | -20.0% | -15.5% | -27.1% |
| YTD | -34.2% | -31.0% | -3.1% | -21.8% |
| 1Y | -44.7% | -31.5% | -13.2% | -38.1% |
| All | -44.7% | -32.5% | -12.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling